Strategy Tester Report
ssb5_123
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
Parameterslots=1; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit15105.39Gross profit32495.60Gross loss-17390.21
Profit factor1.87Expected payoff256.02
Absolute drawdown5230.40Maximal drawdown7934.34 (24.70%)Relative drawdown59.11% (6894.33)
Total trades59Short positions (won %)29 (65.52%)Long positions (won %)30 (76.67%)
Profit trades (% of total)42 (71.19%)Loss trades (% of total)17 (28.81%)
Largestprofit trade6902.01loss trade-2521.96
Averageprofit trade773.70loss trade-1022.95
Maximumconsecutive wins (profit in money)9 (17730.87)consecutive losses (loss in money)1 (-2521.96)
Maximalconsecutive profit (count of wins)17730.87 (9)consecutive loss (count of losses)-2521.96 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.06 07:00sell11.001.195700.000000.00000
22009.01.13 21:00buy22.001.226580.000000.00000
32009.01.13 21:00close by21.001.195700.000000.00000-2521.967478.04
42009.01.13 21:00buy31.001.226580.000000.00000
52009.01.13 21:00close by10.001.195700.000000.000000.007478.04
62009.01.26 19:00sell42.001.225350.000000.00000
72009.01.26 19:00close by41.001.226580.000000.00000-106.927371.12
82009.01.26 19:00sell51.001.225350.000000.00000
92009.01.26 19:00close by30.001.226580.000000.000000.007371.12
102009.02.02 09:00buy62.001.233430.000000.00000
112009.02.02 09:00close by61.001.225350.000000.00000-659.276711.86
122009.02.02 09:00buy71.001.233430.000000.00000
132009.02.02 09:00close by50.001.225350.000000.000000.006711.86
142009.02.05 15:00sell82.001.232810.000000.00000
152009.02.05 15:00close by81.001.233430.000000.00000-52.806659.06
162009.02.05 15:00sell91.001.232810.000000.00000
172009.02.05 15:00close by70.001.233430.000000.000000.006659.06
182009.02.11 18:00buy102.001.241980.000000.00000
192009.02.11 18:00close by101.001.232810.000000.00000-740.775918.28
202009.02.11 18:00buy111.001.241980.000000.00000
212009.02.11 18:00close by90.001.232810.000000.000000.005918.28
222009.03.13 09:00sell122.001.279800.000000.00000
232009.03.13 09:00close by121.001.241980.000000.000002938.728857.01
242009.03.13 09:00sell131.001.279800.000000.00000
252009.03.13 09:00close by110.001.241980.000000.000000.008857.01
262009.03.31 04:00buy142.001.257080.000000.00000
272009.03.31 04:00close by141.001.279800.000000.000001798.1410655.15
282009.03.31 04:00buy151.001.257080.000000.00000
292009.03.31 04:00close by130.001.279800.000000.000000.0010655.15
302009.04.03 14:00sell162.001.239650.000000.00000
312009.04.03 14:00close by161.001.257080.000000.00000-1408.429246.73
322009.04.03 14:00sell171.001.239650.000000.00000
332009.04.03 14:00close by150.001.257080.000000.000000.009246.73
342009.04.21 07:00buy182.001.236580.000000.00000
352009.04.21 07:00close by181.001.239650.000000.00000238.899485.62
362009.04.21 07:00buy191.001.236580.000000.00000
372009.04.21 07:00close by170.001.239650.000000.000000.009485.62
382009.04.27 02:00sell202.001.212910.000000.00000
392009.04.27 02:00close by201.001.236580.000000.00000-1954.327531.30
402009.04.27 02:00sell211.001.212910.000000.00000
412009.04.27 02:00close by190.001.236580.000000.000000.007531.30
422009.05.14 10:00buy222.001.171920.000000.00000
432009.05.14 10:00close by221.001.212910.000000.000003486.9011018.19
442009.05.14 10:00buy231.001.171920.000000.00000
452009.05.14 10:00close by210.001.212910.000000.000000.0011018.19
462009.05.20 03:00sell242.001.155640.000000.00000
472009.05.20 03:00close by241.001.171920.000000.00000-1410.619607.59
482009.05.20 03:00sell251.001.155640.000000.00000
492009.05.20 03:00close by230.001.171920.000000.000000.009607.59
502009.06.04 10:00buy262.001.103320.000000.00000
512009.06.04 10:00close by261.001.155640.000000.000004732.6114340.20
522009.06.04 10:00buy271.001.103320.000000.00000
532009.06.04 10:00close by250.001.155640.000000.000000.0014340.20
542009.07.02 12:00sell282.001.150880.000000.00000
552009.07.02 12:00close by281.001.103320.000000.000004117.9218458.12
562009.07.02 12:00sell291.001.150880.000000.00000
572009.07.02 12:00close by270.001.103320.000000.000000.0018458.12
582009.08.07 09:00buy302.001.076370.000000.00000
592009.08.07 09:00close by301.001.150880.000000.000006902.0125360.13
602009.08.07 09:00buy311.001.076370.000000.00000
612009.08.07 09:00close by290.001.150880.000000.000000.0025360.13
622009.08.20 15:00sell322.001.098170.000000.00000
632009.08.20 15:00close by321.001.076370.000000.000001978.3327338.46
642009.08.20 15:00sell331.001.098170.000000.00000
652009.08.20 15:00close by310.001.076370.000000.000000.0027338.46
662009.08.27 11:00buy342.001.098810.000000.00000
672009.08.27 11:00close by341.001.098170.000000.00000-62.3727276.09
682009.08.27 11:00buy351.001.098810.000000.00000
692009.08.27 11:00close by330.001.098170.000000.000000.0027276.09
702009.09.07 22:00sell362.001.077000.000000.00000
712009.09.07 22:00close by361.001.098810.000000.00000-2029.3725246.73
722009.09.07 22:00sell371.001.077000.000000.00000
732009.09.07 22:00close by350.001.098810.000000.000000.0025246.73
742009.09.22 03:00buy382.001.076500.000000.00000
752009.09.22 03:00close by381.001.077000.000000.0000037.6325284.36
762009.09.22 03:00buy391.001.076500.000000.00000
772009.09.22 03:00close by370.001.077000.000000.000000.0025284.36
782009.10.01 05:00sell402.001.069720.000000.00000
792009.10.01 05:00close by401.001.076500.000000.00000-639.2724645.08
802009.10.01 05:00sell411.001.069720.000000.00000
812009.10.01 05:00close by390.001.076500.000000.000000.0024645.08
822009.10.19 08:00buy422.001.038220.000000.00000
832009.10.19 08:00close by421.001.069720.000000.000003025.0127670.10
842009.10.19 08:00buy431.001.038220.000000.00000
852009.10.19 08:00close by410.001.069720.000000.000000.0027670.10
862009.11.04 22:00sell442.001.063510.000000.00000
872009.11.04 22:00close by441.001.038220.000000.000002369.6330039.72
882009.11.04 22:00sell451.001.063510.000000.00000
892009.11.04 22:00close by430.001.038220.000000.000000.0030039.72
902009.11.19 21:00buy462.001.062530.000000.00000
912009.11.19 21:00close by461.001.063510.000000.0000082.2430121.97
922009.11.19 21:00buy471.001.062530.000000.00000
932009.11.19 21:00close by450.001.063510.000000.000000.0030121.97
942009.11.26 02:00sell482.001.046810.000000.00000
952009.11.26 02:00close by481.001.062530.000000.00000-1505.0528616.92
962009.11.26 02:00sell491.001.046810.000000.00000
972009.11.26 02:00close by470.001.062530.000000.000000.0028616.92
982009.12.07 02:00buy502.001.055550.000000.00000
992009.12.07 02:00close by501.001.046810.000000.00000-833.4027783.52
1002009.12.07 02:00buy511.001.055550.000000.00000
1012009.12.07 02:00close by490.001.046810.000000.000000.0027783.52
1022009.12.11 08:00sell522.001.052260.000000.00000
1032009.12.11 08:00close by521.001.055550.000000.00000-315.6427467.87
1042009.12.11 08:00sell531.001.052260.000000.00000
1052009.12.11 08:00close by510.001.055550.000000.000000.0027467.87
1062009.12.18 01:00buy542.001.070250.000000.00000
1072009.12.18 01:00close by541.001.052260.000000.00000-1685.2425782.64
1082009.12.18 01:00buy551.001.070250.000000.00000
1092009.12.18 01:00close by530.001.052260.000000.000000.0025782.64
1102009.12.22 17:00sell562.001.060080.000000.00000
1112009.12.22 17:00close by561.001.070250.000000.00000-960.2524822.39
1122009.12.22 17:00sell571.001.060080.000000.00000
1132009.12.22 17:00close by550.001.070250.000000.000000.0024822.39
1142009.12.31 05:00buy582.001.051730.000000.00000
1152009.12.31 05:00close by581.001.060080.000000.00000787.5625609.95
1162009.12.31 05:00buy591.001.051730.000000.00000
1172009.12.31 05:00close by570.001.060080.000000.000000.0025609.95
1182009.12.31 18:57close at stop591.001.046450.000000.00000-504.5625105.39